Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47853.81 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46458.84 Kr¶

PnL: ---------------------------------------> -429.73 Kr¶

DD now: ---------------------------------> -1.596 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 09:48:10.618370'

Anic Portfolio¶

Today¶

Return: -0.204 %¶

This Week¶

Return: -0.123 %¶

Total¶

Return: 56.661 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.250000 2782.500000 146.500000 5.560000 2636.000010
Beijer Electronics Group 26 0.670000 3114.800000 143.800000 4.840000 2971.000006
FM Mattsson Mora Group B 50 -1.610000 3050.000000 123.000000 4.200000 2927.000000
SAAB B 8 1.080000 3444.000000 67.000000 1.980000 3377.000000
Boozt 12 0.420000 1704.000000 50.000000 3.020000 1653.999996
Corem Property Group B 59 0.090000 623.040000 46.040000 7.980000 576.999999
AcadeMedia 12 -1.260000 599.520000 42.520000 7.630000 557.000004
Samhällsbyggnadsbo. i Norden B 20 1.230000 395.700000 40.700000 11.460000 355.000000
MedCap 2 0.660000 459.000000 38.000000 9.030000 421.000000
Resurs Holding 22 -0.110000 608.740000 34.740000 6.050000 573.999998
Nordea Bank Abp 29 0.860000 3484.060000 30.060000 0.870000 3453.999992
HMS Networks 2 -1.520000 700.000000 27.000000 4.010000 673.000000
Securitas B 6 0.020000 588.720000 18.720000 3.280000 570.000000
Swedbank A 3 0.000000 581.100000 17.100000 3.030000 564.000000
OEM International B 7 0.650000 542.500000 14.500000 2.750000 527.999997
Intrum 4 -0.770000 541.200000 14.200000 2.690000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
Coor Service Management Hold. 8 0.070000 542.400000 10.400000 1.950000 532.000000
Norva24 Group 16 -2.430000 552.640000 9.640000 1.780000 543.000000
Karnov Group 9 -0.330000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.000000 250.320000 4.320000 1.760000 246.000000
Handelsbanken A 5 0.180000 548.750000 2.750000 0.500000 546.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Essity B 2 0.070000 561.000000 -13.000000 -2.260000 574.000000
Midsona B 63 -1.210000 567.000000 -16.000000 -2.740000 582.999984
CTEK 13 -0.830000 513.110000 -20.890000 -3.910000 533.999999
Essity A 4 -0.350000 1126.000000 -23.000000 -2.000000 1149.000000
International Petroleum Corp. 5 -0.990000 552.500000 -42.070000 -7.080000 594.565215
Sampo Oyj SDB 7 -0.370000 3794.000000 -56.000000 -1.450000 3850.000000
Vivesto 1368 0.500000 549.940000 -63.060000 -10.290000 612.999432
Axfood 13 0.760000 3610.100000 -145.900000 -3.880000 3756.000001
Fasadgruppen Group 35 1.570000 3633.000000 -178.000000 -4.670000 3810.999990
OX2 18 -0.870000 1435.500000 -228.500000 -13.730000 1663.999992
Ovzon 52 -2.000000 2808.000000 -554.000000 -16.480000 3361.999992
TOTAL 46458.840000 -429.730000 -1.59589% 46888.564618

Updated:¶

'2023-01-25 09:48:23.290654'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶